+68.9%
KRE vs FSLY
-22.7%
+91.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.6% |
| 7D | +0.7% | +4.9% | -4.1% | +0.4% |
| 30D | +6.1% | -33.5% | +39.6% | +8.8% |
| 3M | -5.9% | -44.6% | +38.7% | -2.9% |
| 6M | +9.6% | -9.2% | +18.8% | +8.1% |
| YTD | +14.2% | +63.3% | -49.1% | +2.7% |
| 1Y | +22.5% | +45.3% | -22.8% | +11.3% |
| 3Y | +90.4% | +3.7% | +86.6% | +69.0% |
| 5Y | +11.9% | -67.2% | +79.0% | +0.3% |
| All | +68.9% | -22.7% | +91.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling